Lead Risk Consultant Job Details

Algo Risk Service

The Algo Risk Service (ARS) offers risk managers, portfolio managers, traders, and quantitative analysts a robust risk management and portfolio modelling environment to monitor, manage, and optimize risk across all asset classes and investment strategies. Hosted by Algorithmics and delivered over the World Wide Web, Algo Risk Service provides access to state-of-the-art risk measurement and investment support tools through a sophisticated and flexible graphical user interface.

Roleinvolves working with clients to define appropriate financial models and agreed approaches to instrument pricing. Work can also involve validation of calculated results and also the specification of input data for use by the software.

Responsibilities

□ Financial validation and modelling of clients' portfolios across the whole spectrum of Financial Instruments. Assisting clients in financial validation of models.

□ Provide advice on the implementation of Risk Management Software to assess Market and Credit risk

□ Provide training and support to clients

□ Assisting clients in implementation of firm-wide risk management processes and applications

□ Verification of software implementations / upgrades.

□ Providing advice to clients on utilization of the software for various risk management objectives

□ Documentation of financial modelling definitions as implemented

□ Mentoring junior Financial Engineers

Algo Risk Service work is conducted largely at Algorithmics' London office. Some travel can be expected to client sites in the EMEA region, as well as occasional visits to the head office in Toronto. There are also opportunities to work on client-site-based projects in the EMEA region.

Qualifications

□ Familiarity with pricing and modelling of financial products. Must at least know the concepts in Hull: "Options, Futures and other Derivatives".

□ Strong practical knowledge of investment markets, financial market conventions, and risk management practices (Risk Management experience highly desirable)

□ Good theoretical understanding of financial economics, financial mathematics and statistics

□ Strong analysis and problem solving skills

□ Strong presentation and communication skills; good command of English, both spoken and written. Must be able to convey complex ideas to a variety of functional and technical audiences.

□ Ability to steer and direct projects from the functional side.

□ Willingness and ability to travel is highly desirable

Education

□ Good degree from reputable university in Economics, Finance, Mathematics, Statistics, or other quantitative discipline.

□ Mathematics to at least A-level or equivalent

□ Advanced degree in Financial Engineering or Mathematical Finance highly desirable.

Work Experience

□ Proven related experience acquired in an investment bank, fund management house, financial software company or financial consulting firm, to include experience of risk, trading and pricing.